Admission Control in the Presence of Priorities: A Sample Path Approach

Feng Chen () and Vidyadhar G. Kulkarni ()
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Feng Chen: University of North Carolina at Chapel Hill
Vidyadhar G. Kulkarni: University of North Carolina at Chapel Hill

Chapter Chapter 5 in Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, 2006, pp 73-95 from Springer

Abstract: Abstract We consider the admission control problem for a two-class-priority M/M/1 queueing system. Two classes of customers arrive to the system according to Poisson processes. Class 1 customers have preemptive priority in service over class 2 customers. Each customer can be either accepted or rejected. An accepted customer stays in the system and incurs holding cost at a class-dependent rate until the service is finished, at which time a reward is generated. The objective is to minimize the expected total discounted net cost. We analyze the optimal control policies under three criteria: individual optimization, class optimization, and social optimization. Using sample path analysis, we prove that the optimal policy is of threshold-type under each optimization criterion. We also compare policies under different criteria numerically.

Keywords: M/M/1 queue with priorities; Admission control; Coupling method; Markov Decision Processes (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-0-387-33815-6_5

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DOI: 10.1007/0-387-33815-2_5

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